Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51719.75 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48520.69 Kr¶

PnL: ---------------------------------------> -566.88 Kr¶

DD now: ---------------------------------> -0.432 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:25:57.164645'

Anic Portfolio¶

Today¶

Return: 0.156 %¶

This Week¶

Return: 8.821 %¶

Total¶

Return: 69.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.080000 802.400000 129.400000 19.230000 673.000000
Nordea Bank Abp 29 1.170000 3572.800000 118.800000 3.440000 3453.999992
SAAB B 8 1.520000 3468.800000 91.800000 2.720000 3377.000000
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Swedbank A 3 2.840000 618.300000 54.300000 9.630000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.260000 388.500000 33.500000 9.440000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.740000 554.200000 27.200000 5.160000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Eastnine 4 1.440000 508.000000 17.000000 3.460000 491.000000
Securitas B 6 2.350000 585.480000 15.480000 2.720000 570.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.600000 537.200000 5.200000 0.980000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.840000 3.840000 1.560000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.370000 546.250000 0.250000 0.050000 546.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Corem Property Group B 59 1.880000 574.370000 -2.630000 -0.460000 576.999999
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Boozt 12 0.960000 1646.400000 -7.600000 -0.460000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.310000 511.420000 -22.580000 -4.230000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.470000 537.400000 -36.600000 -6.380000 574.000000
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -3.310000 3900.000000 -400.000000 -9.300000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48520.690000 -566.880000 -0.43244% 49087.564636

Updated:¶

'2023-02-01 12:26:10.326873'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶